-71.8%
PYPL vs MOD
+1,086.9%
-1,158.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +27.9% | -26.2% | -1.8% |
| 7D | +0.1% | +40.4% | -40.4% | -4.5% |
| 30D | +5.7% | -14.0% | +19.7% | +6.7% |
| 3M | -1.9% | -33.3% | +31.4% | +2.1% |
| 6M | +31.8% | -51.4% | +83.2% | +41.6% |
| YTD | +2.4% | +1.6% | +0.8% | -4.4% |
| 1Y | -8.2% | +5.4% | -13.6% | -15.4% |
| 3Y | +10.2% | +191.0% | -180.8% | -22.2% |
| All | -71.8% | +1,086.9% | -1,158.7% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling